TWEIX vs. GSGRX
TWEIX (American Century Equity Income Fund) and GSGRX (Goldman Sachs Equity Income Fund) are both Dividend funds. Over the past 10 years, TWEIX returned 8.99%/yr vs 11.77%/yr for GSGRX. Their correlation of 0.90 means they have usually moved in the same direction. TWEIX charges 0.94%/yr vs 1.20%/yr for GSGRX.
Performance
TWEIX vs. GSGRX - Performance Comparison
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Returns By Period
In the year-to-date period, TWEIX achieves a 13.18% return, which is significantly lower than GSGRX's 18.64% return. Over the past 10 years, TWEIX has underperformed GSGRX with an annualized return of 8.99%, while GSGRX has yielded a comparatively higher 11.77% annualized return.
TWEIX
- 1D
- 0.00%
- 1M
- 2.27%
- 6M
- 8.31%
- YTD
- 13.18%
- 1Y
- 19.64%
- 3Y*
- 11.74%
- 5Y*
- 7.98%
- 10Y*
- 8.99%
- ALL TIME*
- 10.15%
GSGRX
- 1D
- -0.04%
- 1M
- 2.34%
- 6M
- 13.93%
- YTD
- 18.64%
- 1Y
- 27.02%
- 3Y*
- 20.40%
- 5Y*
- 12.95%
- 10Y*
- 11.77%
- ALL TIME*
- 8.40%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TWEIX vs. GSGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TWEIX American Century Equity Income Fund | 13.18% | 11.84% | 10.51% | 3.92% | -3.06% | 16.83% | 1.10% | 24.14% | -3.77% | 13.35% |
GSGRX Goldman Sachs Equity Income Fund | 18.64% | 12.48% | 25.98% | 8.19% | -5.28% | 21.83% | 3.49% | 24.98% | -6.11% | 10.37% |
Correlation
The correlation between TWEIX and GSGRX is 0.85, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.85 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jul 29, 1994 | 0.90 |
The correlation between TWEIX and GSGRX has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.
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Return for Risk
TWEIX vs. GSGRX — Risk / Return Rank
TWEIX
GSGRX
TWEIX vs. GSGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Century Equity Income Fund (TWEIX) and Goldman Sachs Equity Income Fund (GSGRX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TWEIX | GSGRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.45 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.96 | 4.77 | -1.81 |
| Martin ratioReturn relative to average drawdown | 9.77 | 18.84 | -9.07 |
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Drawdowns
TWEIX vs. GSGRX - Drawdown Comparison
The maximum TWEIX drawdown since its inception was -39.30%, smaller than the maximum GSGRX drawdown of -54.44%. Use the drawdown chart below to compare losses from any high point for TWEIX and GSGRX.
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Drawdown Indicators
| TWEIX | GSGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.30% | -54.44% | +15.14% |
Max Drawdown (1Y)Largest decline over 1 year | -6.43% | -5.48% | -0.95% |
Max Drawdown (3Y)Largest decline over 3 years | -10.16% | -19.02% | +8.86% |
Max Drawdown (5Y)Largest decline over 5 years | -13.69% | -19.02% | +5.33% |
Max Drawdown (10Y)Largest decline over 10 years | -32.82% | -35.11% | +2.29% |
Current DrawdownCurrent decline from peak | -0.63% | -0.14% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -10.33% | +6.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 1.39% | +0.55% |
Volatility
TWEIX vs. GSGRX - Volatility Comparison
American Century Equity Income Fund (TWEIX) and Goldman Sachs Equity Income Fund (GSGRX) have volatilities of 2.85% and 2.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TWEIX | GSGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 2.81% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 6.56% | 7.87% | -1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.58% | 10.40% | -1.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.74% | 16.10% | -5.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.32% | 17.13% | -3.81% |
TWEIX vs. GSGRX - Expense Ratio Comparison
TWEIX has a 0.94% expense ratio, which is lower than GSGRX's 1.20% expense ratio.
Dividends
TWEIX vs. GSGRX - Dividend Comparison
TWEIX's dividend yield for the trailing twelve months is around 9.31%, more than GSGRX's 8.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSGRX Goldman Sachs Equity Income Fund | 8.42% | 9.72% | 18.35% | 4.70% | 4.42% | 8.01% | 1.52% | 5.56% | 2.67% | 1.69% | 1.79% | 1.90% |
TWEIX American Century Equity Income Fund | 9.31% | 10.35% | 11.51% | 8.02% | 8.76% | 6.83% | 2.00% | 7.38% | 8.79% | 11.95% | 7.88% | 10.49% |
Frequently Asked Questions
TWEIX and GSGRX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TWEIX has higher volatility (2.85%) compared to GSGRX (2.81%). In terms of maximum drawdown, TWEIX dropped -39.30% vs GSGRX's -54.44%.
GSGRX currently has the higher Sharpe Ratio (2.52 vs 2.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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